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Transfer reinforcement learning aims to improve the sample efficiency of solving unseen new tasks by leveraging experiences obtained from previous tasks. We consider the setting where all tasks (MDPs) share the same environment dynamic…

Machine Learning · Computer Science 2021-01-08 Kaige Yang

We study a centralized discrete-time dynamic two-way matching model with finitely many agent types. Agents arrive stochastically over time and join their type-dedicated queues waiting to be matched. We focus on availability-based policies…

Data Structures and Algorithms · Computer Science 2026-02-19 Süleyman Kerimov , Pengyu Qian , Mingwei Yang , Sophie H. Yu

We propose a data-driven Neural Network (NN) optimization framework to determine the optimal multi-period dynamic asset allocation strategy for outperforming a general stochastic target. We formulate the problem as an optimal stochastic…

Computational Finance · Quantitative Finance 2020-06-30 Chendi Ni , Yuying Li , Peter Forsyth , Ray Carroll

Understanding which student support strategies mitigate dropout and improve student retention is an important part of modern higher educational research. One of the largest challenges institutions of higher learning currently face is the…

Information Retrieval · Computer Science 2022-10-20 Herkulaas MvE Combrink , Vukosi Marivate , Benjamin Rosman

Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to send to customers, as well as selecting which medication to…

Machine Learning · Computer Science 2023-09-13 Nian Si , Fan Zhang , Zhengyuan Zhou , Jose Blanchet

Task allocation is a key combinatorial optimization problem, crucial for modern applications such as multi-robot cooperation and resource scheduling. Decision makers must allocate entities to tasks reasonably across different scenarios.…

Machine Learning · Computer Science 2024-07-02 Aicheng Gong , Kai Yang , Jiafei Lyu , Xiu Li

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…

Optimization and Control · Mathematics 2017-05-24 Tianyi Chen , Aryan Mokhtari , Xin Wang , Alejandro Ribeiro , Georgios B. Giannakis

This paper proposes an intent-aware multi-agent planning framework as well as a learning algorithm. Under this framework, an agent plans in the goal space to maximize the expected utility. The planning process takes the belief of other…

Artificial Intelligence · Computer Science 2018-03-07 Siyuan Qi , Song-Chun Zhu

We study online learning for optimal allocation when the resource to be allocated is time. %Examples of possible applications include job scheduling for a computing server, a driver filling a day with rides, a landlord renting an estate,…

Machine Learning · Statistics 2021-11-05 Etienne Boursier , Tristan Garrec , Vianney Perchet , Marco Scarsini

Standard reinforcement learning (RL) aims to find an optimal policy that identifies the best action for each state. However, in healthcare settings, many actions may be near-equivalent with respect to the reward (e.g., survival). We…

Machine Learning · Computer Science 2020-07-27 Shengpu Tang , Aditya Modi , Michael W. Sjoding , Jenna Wiens

A/B testing is critical for modern technological companies to evaluate the effectiveness of newly developed products against standard baselines. This paper studies optimal designs that aim to maximize the amount of information obtained from…

Methodology · Statistics 2023-11-07 Ting Li , Chengchun Shi , Jianing Wang , Fan Zhou , Hongtu Zhu

Large participatory biomedical studies, studies that recruit individuals to join a dataset, are gaining popularity and investment, especially for analysis by modern AI methods. Because they purposively recruit participants, these studies…

Lifelong learning can be viewed as a continuous transfer learning procedure over consecutive tasks, where learning a given task depends on accumulated knowledge --- the so-called knowledge base. Most published work on lifelong learning…

Machine Learning · Statistics 2018-10-30 Changjian Shui , Ihsen Hedhli , Christian Gagné

The COVID-19 pandemic has highlighted the importance of supply chains and the role of digital management to react to dynamic changes in the environment. In this work, we focus on developing dynamic inventory ordering policies for a…

Machine Learning · Computer Science 2023-03-23 Julien Siems , Maximilian Schambach , Sebastian Schulze , Johannes S. Otterbach

In many two-sided markets, the parties to be matched have incomplete information about their characteristics. We consider the settings where the parties engaged are extremely patient and are interested in long-term partnerships. Hence, once…

Computer Science and Game Theory · Computer Science 2019-08-30 Kartik Ahuja , Mihaela van der Schaar

Machine learning assumes a pivotal role in our data-driven world. The increasing scale of models and datasets necessitates quick and reliable algorithms for model training. This dissertation investigates adaptivity in machine learning…

Machine Learning · Computer Science 2023-11-20 Slavomír Hanzely

In real-world settings of the Deferred Acceptance stable matching algorithm, such as the American medical residency match (NRMP), school choice programs, and various national university entrance systems, candidates need to decide which…

Computer Science and Game Theory · Computer Science 2025-06-25 Richard Cole , Pranav Jangir

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

While machine learning can myopically reinforce social inequalities, it may also be used to dynamically seek equitable outcomes. In this paper, we formalize long-term fairness in the context of online reinforcement learning. This…

Machine Learning · Computer Science 2024-10-02 Tongxin Yin , Reilly Raab , Mingyan Liu , Yang Liu

Robot allocation plays an essential role in facilitating robotic service provision across various domains. Yet the increasing number of users and the uncertainties regarding the users' true service requirements have posed challenges for the…

Robotics · Computer Science 2024-03-19 Yuhan Zhao , Quanyan Zhu